public List <CalculatedCashPosition> GetAllCashPositions(Fund fund, DateTime asOfDate)
{
List <TransactionsBO> allTrades = fund.Transactions
.Where(t => t.TradeDate <= asOfDate && t.isActive)
.OrderBy(t => t.TradeDate)
.ToList();
Dictionary <(string, string), List <TransactionsBO> > cashTradesByCurrencyAndCustodian = new Dictionary <(string, string), List <TransactionsBO> >();
foreach (TransactionsBO trade in allTrades)
{
ValueTuple <string, string> groupKey = (trade.Currency.Symbol, trade.Custodian.Name); // this allows me to group transactions by security AND custodian
if (!cashTradesByCurrencyAndCustodian.ContainsKey(groupKey))
{
cashTradesByCurrencyAndCustodian[groupKey] = new List <TransactionsBO> {
trade
};
}
else
{
cashTradesByCurrencyAndCustodian[groupKey].Add(trade);
}
}
List <CalculatedCashPosition> allCashPositions = new List <CalculatedCashPosition>();
foreach (KeyValuePair <(string, string), List <TransactionsBO> > Kvp in cashTradesByCurrencyAndCustodian)
{
CurrenciesDIM currency = Kvp.Value[0].Currency;
CustodiansDIM custodian = Kvp.Value[0].Custodian;
CalculatedCashPosition balance = _positionFactory.CreateCashPosition(currency, custodian);
balance.AddTransactionRange(Kvp.Value);
allCashPositions.Add(balance);
}
return(allCashPositions);
}
public LiquidCashPosition(CurrenciesDIM currency, CustodiansDIM custodian)
{
this.Currency = currency;
this.Custodian = custodian;
this._balance = decimal.Zero;
_asOfDate = DateTime.MinValue;
}
public override async Task ExecuteAsync(object parameter)
{
if (string.IsNullOrWhiteSpace(_SecurityManagerVM.SecurityName) || string.IsNullOrWhiteSpace(_SecurityManagerVM.SecuritySymbol))
{
throw new ArgumentException("You must provide a security name and symbol");
}
// currency and asset class objects
CurrenciesDIM currency = _staticReferences.GetCurrency(_SecurityManagerVM.Currency);
AssetClassDIM assetClass = _staticReferences.GetAssetClass(_SecurityManagerVM.AssetClass);
try
{
SecuritiesDIM newSecurity = new SecuritiesDIM
{
AssetClassId = assetClass.AssetClassId,
Symbol = _SecurityManagerVM.SecuritySymbol,
CurrencyId = currency.CurrencyId,
SecurityName = _SecurityManagerVM.SecurityName,
AlphaVantageSymbol = _SecurityManagerVM.AVSymbol,
FMPSymbol = _SecurityManagerVM.FMPSymbol,
ISIN = _SecurityManagerVM.ISIN
};
var savedSecurity = await _adminService.AddSecurityInfo(newSecurity);
if (savedSecurity.SecurityId != 0)
{
MessageBox.Show($"{_SecurityManagerVM.SecurityName} has been saved.");
_SecurityManagerVM.ResetValues();
}
else
{
MessageBox.Show($"ERROR INVNOTSAVED");
_SecurityManagerVM.CloseAction();
}
}
catch (Exception e)
{
MessageBox.Show(e.Message);
}
}
public CalculatedCashPosition CreateCashPosition(CurrenciesDIM currency, CustodiansDIM custodian)
{
return(new LiquidCashPosition(currency, custodian));
}
public async Task <TransactionsBO> CreateFXTransaction(ForexDTO fxTransaction)
{
using (PortfolioAceDbContext context = _contextFactory.CreateDbContext())
{
SecuritiesDIM fxSecurity = context.Securities.AsNoTracking().Where(s => s.Symbol == fxTransaction.Symbol).FirstOrDefault();
AssetClassDIM assetClass = context.AssetClasses.AsNoTracking().Where(a => a.Name == "FXForward").FirstOrDefault();
CustodiansDIM custodian = context.Custodians.AsNoTracking().Where(c => c.Name == fxTransaction.Custodian).FirstOrDefault();
IEnumerable <TransactionTypeDIM> transactionTypes = context.TransactionTypes;
List <CurrenciesDIM> currencies = context.Currencies.AsNoTracking().ToList();
CurrenciesDIM buyCurrency = context.Currencies.AsNoTracking().Where(c => c.Symbol == fxTransaction.BuyCurrency).First();
CurrenciesDIM sellCurrency = context.Currencies.AsNoTracking().Where(c => c.Symbol == fxTransaction.SellCurrency).First();
if (fxSecurity == null)
{
fxSecurity = new SecuritiesDIM
{
AssetClassId = assetClass.AssetClassId,
CurrencyId = buyCurrency.CurrencyId,
SecurityName = fxTransaction.Name,
Symbol = fxTransaction.Symbol
};
context.Securities.Add(fxSecurity);
}
// Created LinkedTransactions Here
LinkedTradesBO linkReference = new LinkedTradesBO();
TransactionsBO refTransaction = new TransactionsBO
{
Security = fxSecurity,
FundId = fxTransaction.FundId,
isActive = true,
isLocked = false,
TradeAmount = 0,
Price = fxTransaction.Price,
Quantity = fxTransaction.BuyAmount,
CurrencyId = buyCurrency.CurrencyId,
TransactionTypeId = transactionTypes.Where(tt => tt.TypeName == "FXTrade").First().TransactionTypeId,
Comment = "",
CustodianId = custodian.CustodianId,
Fees = 0,
isCashTransaction = false,
TradeDate = fxTransaction.TradeDate,
SettleDate = fxTransaction.SettleDate,
CreatedDate = DateTime.Now,
LastModified = DateTime.Now,
LinkedTrades = linkReference
};
TransactionsBO refTransactionCollapse = new TransactionsBO
{
Security = fxSecurity,
FundId = fxTransaction.FundId,
isActive = true,
isLocked = false,
TradeAmount = 0,
Price = fxTransaction.Price,
Quantity = fxTransaction.BuyAmount * -1,
CurrencyId = buyCurrency.CurrencyId,
TransactionTypeId = transactionTypes.Where(tt => tt.TypeName == "FXTradeCollapse").First().TransactionTypeId,
Comment = "",
CustodianId = custodian.CustodianId,
Fees = 0,
isCashTransaction = false,
TradeDate = fxTransaction.SettleDate,
SettleDate = fxTransaction.SettleDate,
CreatedDate = DateTime.Now,
LastModified = DateTime.Now,
LinkedTrades = linkReference
};
EntityEntry <TransactionsBO> res = await context.Transactions.AddAsync(refTransaction);
context.Transactions.Add(refTransactionCollapse);
SecuritiesDIM fxBuySecurity = context.Securities.AsNoTracking().Where(s => s.Symbol == $"{fxTransaction.BuyCurrency}c").FirstOrDefault();
SecuritiesDIM fxSellSecurity = context.Securities.AsNoTracking().Where(s => s.Symbol == $"{fxTransaction.SellCurrency}c").FirstOrDefault();
TransactionsBO fxBuyLegCash = new TransactionsBO
{
SecurityId = fxBuySecurity.SecurityId,
FundId = fxTransaction.FundId,
isActive = true,
isLocked = false,
TradeAmount = fxTransaction.BuyAmount,
Price = 1,
Quantity = fxTransaction.BuyAmount,
CurrencyId = buyCurrency.CurrencyId,
TransactionTypeId = transactionTypes.Where(tt => tt.TypeName == "FXBuy").First().TransactionTypeId,
Comment = fxTransaction.Description,
CustodianId = custodian.CustodianId,
Fees = 0,
isCashTransaction = false,
TradeDate = fxTransaction.SettleDate,
SettleDate = fxTransaction.SettleDate,
CreatedDate = DateTime.Now,
LastModified = DateTime.Now,
LinkedTrades = linkReference
};
TransactionsBO fxSellLegCash = new TransactionsBO
{
SecurityId = fxSellSecurity.SecurityId,
FundId = fxTransaction.FundId,
isActive = true,
isLocked = false,
TradeAmount = fxTransaction.SellAmount,
Price = 1,
Quantity = fxTransaction.SellAmount,
CurrencyId = sellCurrency.CurrencyId,
TransactionTypeId = transactionTypes.Where(tt => tt.TypeName == "FXSell").First().TransactionTypeId,
Comment = fxTransaction.Description,
CustodianId = custodian.CustodianId,
Fees = 0,
isCashTransaction = false,
TradeDate = fxTransaction.SettleDate,
SettleDate = fxTransaction.SettleDate,
CreatedDate = DateTime.Now,
LastModified = DateTime.Now,
LinkedTrades = linkReference
};
context.Transactions.Add(fxBuyLegCash);
context.Transactions.Add(fxSellLegCash);
await context.SaveChangesAsync();
return(refTransaction);
}
}
public static void SeedPortfolio(PortfolioAceDbContext context)
{
CurrenciesDIM[] SeedCurrencies = new CurrenciesDIM[]
{
new CurrenciesDIM {
CurrencyId = 1, Name = "PoundSterling", Symbol = "GBP"
},
new CurrenciesDIM {
CurrencyId = 2, Name = "Euro", Symbol = "EUR"
},
new CurrenciesDIM {
CurrencyId = 3, Name = "UnitedStatesDollar", Symbol = "USD"
},
new CurrenciesDIM {
CurrencyId = 4, Name = "JapaneseYen", Symbol = "JPY"
},
new CurrenciesDIM {
CurrencyId = 5, Name = "IndianRupee", Symbol = "INR"
},
new CurrenciesDIM {
CurrencyId = 6, Name = "SwissFranc", Symbol = "CHF"
},
new CurrenciesDIM {
CurrencyId = 7, Name = "CanadianDollar", Symbol = "CAD"
},
new CurrenciesDIM {
CurrencyId = 8, Name = "AustralianDollar", Symbol = "AUD"
}
};
TransactionTypeDIM[] SeedTransactionTypes = new TransactionTypeDIM[]
{
new TransactionTypeDIM {
TransactionTypeId = 1, TypeName = "Trade", TypeClass = "SecurityTrade", Direction = "None"
},
new TransactionTypeDIM {
TransactionTypeId = 2, TypeName = "Dividends", TypeClass = "SecurityTrade", Direction = "None"
},
new TransactionTypeDIM {
TransactionTypeId = 3, TypeName = "Income", TypeClass = "CashTrade", Direction = "Inflow"
},
new TransactionTypeDIM {
TransactionTypeId = 4, TypeName = "Expense", TypeClass = "CashTrade", Direction = "Outflow"
},
new TransactionTypeDIM {
TransactionTypeId = 5, TypeName = "Deposit", TypeClass = "CashTrade", Direction = "Inflow"
},
new TransactionTypeDIM {
TransactionTypeId = 6, TypeName = "Withdrawal", TypeClass = "CashTrade", Direction = "Outflow"
},
new TransactionTypeDIM {
TransactionTypeId = 7, TypeName = "Interest", TypeClass = "CashTrade", Direction = "None"
},
new TransactionTypeDIM {
TransactionTypeId = 8, TypeName = "ManagementFee", TypeClass = "CashTrade", Direction = "Outflow"
},
new TransactionTypeDIM {
TransactionTypeId = 9, TypeName = "PerformanceFee", TypeClass = "CashTrade", Direction = "Outflow"
},
new TransactionTypeDIM {
TransactionTypeId = 10, TypeName = "Miscellaneous", TypeClass = "CashTrade", Direction = "None"
},
new TransactionTypeDIM {
TransactionTypeId = 11, TypeName = "FXBuy", TypeClass = "CashTrade", Direction = "Inflow"
},
new TransactionTypeDIM {
TransactionTypeId = 12, TypeName = "FXSell", TypeClass = "CashTrade", Direction = "Outflow"
},
new TransactionTypeDIM {
TransactionTypeId = 13, TypeName = "FXTrade", TypeClass = "FXTrade", Direction = "None"
},
new TransactionTypeDIM {
TransactionTypeId = 14, TypeName = "FXTradeCollapse", TypeClass = "FXTrade", Direction = "None"
}
};
AssetClassDIM[] SeedAssetClasses = new AssetClassDIM[]
{
new AssetClassDIM {
AssetClassId = 1, Name = "Equity"
},
new AssetClassDIM {
AssetClassId = 2, Name = "Cryptocurrency"
},
new AssetClassDIM {
AssetClassId = 3, Name = "FX"
},
new AssetClassDIM {
AssetClassId = 4, Name = "Cash"
},
new AssetClassDIM {
AssetClassId = 5, Name = "InterestRate"
},
new AssetClassDIM {
AssetClassId = 6, Name = "FXForward"
},
};
SecuritiesDIM[] seedSecurities = new SecuritiesDIM[]
{
new SecuritiesDIM {
SecurityId = 1, SecurityName = "CASH GBP", Symbol = "GBPc", AssetClassId = 4, CurrencyId = 1
},
new SecuritiesDIM {
SecurityId = 2, SecurityName = "CASH EURO", Symbol = "EURc", AssetClassId = 4, CurrencyId = 2
},
new SecuritiesDIM {
SecurityId = 3, SecurityName = "CASH USD", Symbol = "USDc", AssetClassId = 4, CurrencyId = 3
},
new SecuritiesDIM {
SecurityId = 4, SecurityName = "CASH JPY", Symbol = "JPYc", AssetClassId = 4, CurrencyId = 4
},
new SecuritiesDIM {
SecurityId = 5, SecurityName = "CASH INR", Symbol = "INRc", AssetClassId = 4, CurrencyId = 5
},
new SecuritiesDIM {
SecurityId = 6, SecurityName = "CASH CHF", Symbol = "CHFc", AssetClassId = 4, CurrencyId = 6
},
new SecuritiesDIM {
SecurityId = 7, SecurityName = "CASH CAD", Symbol = "CADc", AssetClassId = 4, CurrencyId = 7
},
new SecuritiesDIM {
SecurityId = 8, SecurityName = "CASH AUD", Symbol = "AUDc", AssetClassId = 4, CurrencyId = 8
},
new SecuritiesDIM {
SecurityId = 9, SecurityName = "BOE Base Rate", Symbol = "GBP_IRBASE", AssetClassId = 5, CurrencyId = 1
},
new SecuritiesDIM {
SecurityId = 10, SecurityName = "ECB Main Refinancing Rate", Symbol = "EUR_IRBASE", AssetClassId = 5, CurrencyId = 2
},
new SecuritiesDIM {
SecurityId = 11, SecurityName = "Federal Funds Rate", Symbol = "USD_IRBASE", AssetClassId = 5, CurrencyId = 3
},
new SecuritiesDIM {
SecurityId = 12, SecurityName = "BOJ Mutan Rate", Symbol = "JPY_IRBASE", AssetClassId = 5, CurrencyId = 4
},
new SecuritiesDIM {
SecurityId = 13, SecurityName = "BOI Repurchase Rate", Symbol = "INR_IRBASE", AssetClassId = 5, CurrencyId = 5
},
new SecuritiesDIM {
SecurityId = 14, SecurityName = "SNB Policy Rate", Symbol = "CHF_IRBASE", AssetClassId = 5, CurrencyId = 6
},
new SecuritiesDIM {
SecurityId = 15, SecurityName = "BOC Policy Rate", Symbol = "CAD_IRBASE", AssetClassId = 5, CurrencyId = 7
},
new SecuritiesDIM {
SecurityId = 16, SecurityName = "RBA Cash Rate Target", Symbol = "AUD_IRBASE", AssetClassId = 5, CurrencyId = 8
},
new SecuritiesDIM {
SecurityId = 17, SecurityName = "Apple", Symbol = "AAPL", AssetClassId = 1, CurrencyId = 3
},
new SecuritiesDIM {
SecurityId = 18, SecurityName = "Microsoft Corporation", Symbol = "MSFT", AssetClassId = 1, CurrencyId = 3
},
new SecuritiesDIM {
SecurityId = 19, SecurityName = "Advanced Micro Devices", Symbol = "AMD", AssetClassId = 1, CurrencyId = 3
},
new SecuritiesDIM {
SecurityId = 20, SecurityName = "Bitcoin", Symbol = "BTC", AssetClassId = 2, CurrencyId = 3
},
new SecuritiesDIM {
SecurityId = 21, SecurityName = "FX FWD USD/GBP 03/12/20", Symbol = "USDGBP031220", AssetClassId = 6, CurrencyId = 3
}
};
NavFrequencyDIM[] SeedNavFrequencies = new NavFrequencyDIM[]
{
new NavFrequencyDIM {
NavFrequencyId = 1, Frequency = "Daily"
},
new NavFrequencyDIM {
NavFrequencyId = 2, Frequency = "Monthly"
}
};
IssueTypesDIM[] SeedIssueTypes = new IssueTypesDIM[]
{
new IssueTypesDIM {
IssueTypeID = 1, TypeName = "Subscription"
},
new IssueTypesDIM {
IssueTypeID = 2, TypeName = "Redemption"
}
};
CustodiansDIM[] SeedCustodians = new CustodiansDIM[]
{
new CustodiansDIM {
CustodianId = 1, Name = "Default", Symbol = "Default"
}
};
context.Currencies.AddRange(SeedCurrencies);
context.TransactionTypes.AddRange(SeedTransactionTypes);
context.AssetClasses.AddRange(SeedAssetClasses);
context.Securities.AddRange(seedSecurities);
context.NavFrequencies.AddRange(SeedNavFrequencies);
context.IssueTypes.AddRange(SeedIssueTypes);
context.Custodians.AddRange(SeedCustodians);
context.SaveChanges();
}